Udvidet returret til d. 31. januar 2025

Interest Rate Derivatives - Ingo Beyna - Bog

- Valuation, Calibration and Sensitivity Analysis

Bag om Interest Rate Derivatives

The class of interest rate models introduced by O. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. Finally it focuses on the sensitivity analysis of Cheyette models and derives Model- and Market Greeks.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642349249
  • Indbinding:
  • Paperback
  • Sideantal:
  • 209
  • Udgivet:
  • 8. marts 2013
  • Udgave:
  • 2013
  • Størrelse:
  • 157x235x13 mm.
  • Vægt:
  • 342 g.
  • 8-11 hverdage.
  • 29. november 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Interest Rate Derivatives

The class of interest rate models introduced by O. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. Finally it focuses on the sensitivity analysis of Cheyette models and derives Model- and Market Greeks.

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